TradeStation Help

Format Strategy - Calculation

The Calculation tab allows you to enable intrabar order generation and specify entry/exit limits if desired. For more information, see About Intrabar Order Generation.

The Enable intrabar order generation and calculation option can not be enabled using a Kagi, Kase, Line Break, Momentum, Point & Figure, Range, or Renko charts.

 Access using the menu bar Format > Strategy menu sequence select Format > Calculation tab.

Contains the settings in how the entries/exits are calculated for the selected strategy. Select one of the following calculation settings for intrabar entries and exits for the selected strategy. The settings allows you to choose whether fills should occur more than once per bar:

• Enable intrabar order generation and calculation - Check this setting to allow a strategy to generate orders within a bar. If this check box is not checked, strategy orders are generated at the Close of a bar.

Entries/Exits  

• Limit entries from same signal in this strategy and exits from same signal in this strategy to once per bar - Select this setting to specify that each entry and exit order from the same signal can only be filled one time per bar (even if Position Limits settings have pyramiding enabled).
• Limit entries from all signals in this strategy and exits from all signals in this strategy to once per bar (default) - Select this setting to specify that you may only enter and exit once per bar.
• Allow any entry from this strategy and any exit from this strategy to occur multiple times per bar - Select this setting to specify that you may enter and exit from the same or from different signals as many times per bar as conditions dictate. For entries, select the desired the number of times to occur from the drop-down list.  

 Click OK to apply changes or Cancel to exit without changes.